OverviewChartNewsTraderScreen

JP Morgan Put 78 MBG 17.05.2024/  DE000JK7RM52  /

EUWAX
2024-04-23  10:59:57 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.850EUR - -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 78.00 - 2024-05-17 Put
 

Master data

WKN: JK7RM5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 78.00 -
Maturity: 2024-05-17
Issue date: 2024-04-11
Last trading day: 2024-04-24
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.52
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.64
Implied volatility: 0.81
Historic volatility: 0.20
Parity: 0.64
Time value: 0.20
Break-even: 69.60
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 1.20%
Delta: -0.68
Theta: -0.14
Omega: -5.81
Rho: -0.02
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.870
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -